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Why does JBT use the different Position Sizing in differemt modes?
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just4look
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Feb 15, 2015, 1:52:19 PM
2/15/15
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In PortfolioManager, there is code
public int getSize(Strategy strategy) {
Mode mode = dispatcher.getMode();
if (mode == Mode.BackTest || mode == Mode.Optimization) {
return 1;
}
int maxOpenPositions = strategy.getMaxOpenPositions();
..........
Why does JBT use the different Position Sizing in differemt modes?
Thanks
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